Read http://www.mka.in/wp/raspberry-pi-3b-with-5v-4-channel-relay/ first.
After gaining confidence in simple relay control using raspberry pi GPIO pins I have now tried connecting 220V AC load to the relay controlled by raspberry.
For sake of safety I bought a pair of male-female plug and socket to connect AC load.
Connection is really simple.
1) Connect one terminal of plug to relay common/pole (middle).
2) Connect other terminal of plug to female socket.
3) Connect other terminal of socket to relay NO (normally open).
4) Finally connect some AC load to socket.
Now, try operating relay with python code (given in last article) and you will see AC load going ON and OFF by code execution on raspberry.